STRATEGY VWAP MOMENTUM

20251105 (Wednesday, DoW=3)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 10

Periodo: 2025-11-05 01:02:00 - 2025-11-05 22:59:00

Exposure Days: 1

Trades per Day: 10.00

Avg Duration: 129.90 min

Median Duration: 80.50 min

PERFORMANCE

Total Profit: $7,340.00

Avg Profit: $734.00

Median Profit: $1,215.00

Std Profit: $1,913.85

Profit Factor: 2.42

WIN/LOSS

Win Rate: 55.6%

Winners / Losers: 5 / 4 (Ratio: 1:2)

Gross Profit: $12,500.00

Gross Loss: $-5,160.00

Avg Winner: $2,500.00

Avg Loser: $-1,032.00

Avg Winner / Avg Loser: (Ratio: 1:2.42)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-3,000.00

Sharpe Ratio: 0.38

Sortino Ratio: 1.10

Ulcer Index: 36.12

EXIT REASONS

TARGET exits: 5 (50.0%)

STOP exits: 3 (30.0%)

EOD exits: 1 (10.0%)

LONG ENTRIES (BUY)

Total LONG: 5

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $5,930.00

Avg P&L: $1,186.00

SHORT ENTRIES (SELL)

Total SHORT: 5

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $1,410.00

Avg P&L: $282.00

CUMULATIVE P&L